Place rack in upper third of oven; preheat broiler. Coat a large baking sheet with cooking spray.
Pat scallops dry and sprinkle both sides with lemon pepper. Wrap 1 piece of prosciutto around each scallop. Thread 3 scallops crosswise onto each skewer (securing the prosciutto to the scallop) and place on the prepared baking sheet. Broil until just cooked through, about 6 minutes.
Meanwhile, whisk oil, lemon zest, lemon juice, salt and pepper in a medium bowl. Reserve 1 tablespoon vinaigrette in a small bowl.
Place spinach in a colander and rinse under cold water. Heat a large skillet over medium heat. When hot, add handfuls of spinach (with water still clinging to it) to the pan and cook, stirring, until just wilted, 2 to 3 minutes. Drain the spinach and add to the medium bowl; toss to coat with the vinaigrette. Divide the spinach among 4 plates and top each portion with 3 scallops. Drizzle the scallops with the reserved vinaigrette.